Sub-Saharan Africa has the highest proportion of undernourished people in the world, along with the highest number of people living with HIV and AIDS. Thus, as a result of high levels of food insecurity many HIV patients are also undernourished. The synergism between HIV and undernutrition leads to poor treatment adherence and high mortality rates. Undernutrition has a debilitating effect on the immune system due to key nutrient deficiencies and the overproduction of reactive species (oxidative stress), which causes rapid HIV progression and the onset of AIDS. Therapeutic food supplementation used in the treatment of severe acute malnutrition is being applied to HIV palliative care; however, little biochemical data exist to highlight its impact on oxidative stress and immune recovery. In addition, as most food supplements are imported by donor agencies, efforts are being put into local therapeutic food production such as the Food Multi-Mix concept to ensure sustainability. The purpose of this review is to highlight studies that examine the effectiveness of food supplementation in undernourished HIV patients in Sub-Saharan Africa; noting the parameters used to measure efficacy, as well as the long-term feasibility of supplementation.